NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	3.371	3.434	0.063	1.9%	3.318
High	3.431	3.485	0.054	1.6%	3.461
Low	3.342	3.404	0.062	1.9%	3.240
Close	3.429	3.448	0.019	0.6%	3.355
Range	0.089	0.081	-0.008	-9.0%	0.221
ATR	0.104	0.102	-0.002	-1.6%	0.000
Volume	11,999	7,920	-4,079	-34.0%	83,969

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.689	3.649	3.493
R3	3.608	3.568	3.470
R2	3.527	3.527	3.463
R1	3.487	3.487	3.455	3.507
PP	3.446	3.446	3.446	3.456
S1	3.406	3.406	3.441	3.426
S2	3.365	3.365	3.433
S3	3.284	3.325	3.426
S4	3.203	3.244	3.403

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.015	3.906	3.477
R3	3.794	3.685	3.416
R2	3.573	3.573	3.396
R1	3.464	3.464	3.375	3.519
PP	3.352	3.352	3.352	3.379
S1	3.243	3.243	3.335	3.298
S2	3.131	3.131	3.314
S3	2.910	3.022	3.294
S4	2.689	2.801	3.233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.485	3.240	0.245	7.1%	0.098	2.9%	85%	True	False	18,101
10	3.485	3.198	0.287	8.3%	0.106	3.1%	87%	True	False	16,818
20	3.485	2.962	0.523	15.2%	0.106	3.1%	93%	True	False	15,623
40	3.485	2.962	0.523	15.2%	0.099	2.9%	93%	True	False	13,603
60	3.485	2.909	0.576	16.7%	0.089	2.6%	94%	True	False	12,238

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.829
2.618	3.697
1.618	3.616
1.000	3.566
0.618	3.535
HIGH	3.485
0.618	3.454
0.500	3.445
0.382	3.435
LOW	3.404
0.618	3.354
1.000	3.323
1.618	3.273
2.618	3.192
4.250	3.060

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	3.447	3.430
PP	3.446	3.411
S1	3.445	3.393

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These figures are updated between 7pm and 10pm EST after a trading day.

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